+483.7%
APLD vs GAP
+100.8%
+382.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.4% |
| 7D | +16.6% | +1.7% | +14.8% | +16.0% |
| 30D | -3.1% | +9.3% | -12.4% | -6.6% |
| 3M | -30.9% | +6.1% | -37.0% | -32.9% |
| 6M | +12.6% | -2.3% | +14.9% | +11.4% |
| YTD | +15.5% | -10.6% | +26.1% | +17.0% |
| 1Y | +103.5% | -4.4% | +108.0% | +100.7% |
| 3Y | +446.5% | +118.3% | +328.2% | +273.0% |
| All | +483.7% | +100.8% | +382.9% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling